To do what you want, check out the Options Window -> Change Case and Force Case menus.

The Force case menus lets you make a list of words that you want to have with specific letter cases.
The Change Case menu lets you choose which of the Case-related predefined commands will use the force case tables.

eg. If you change the case of a phrase to title case using the pre-defined renaming commands without any force case options, you could change:

i likE pLaying MUSIC by acDC

to

I like playing music by acdc

But if ACDC is in a force case table and Title case is configured to use the table, then the phrase would become:

Yes, this works, but I wonder if ther's something that could be done with a little bit of flexibility and only when I really need it.

I mean: everytime I have to go inside prefs and adding/deleting things I want to force case, it is ok afterall, but is there any way to use something like a regex and so I can enable/disable it anytime and directly from the list?

If not, I belive it could be a nice thing to implement in the future, or not?